Implement the following simulations in the mgcpy\benchmarks\ts_benchmarks.py. You can find other examples in that file. Result is an [n*d] matrix that‘s number of timesteps by number of dimensions.
There are really basic unit tests in mgcpy\benchmarks\unit_tests. Either mirror these tests, or think of better ones to test them.
Extinct Gaussian from Section 4, Paragraph “Non-linear dependence.” from https://arxiv.org/pdf/1402.4501.pdf. There should be an extinction rate parameter.